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Issue Date | Title | Author(s) |
---|---|---|
2011 | Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels | Costantini, M |
2012 | Arbitrage, market definition and monitoring a time series approach | Burke, S; Hunter, J |
2012 | Bootstrap innovational outlier unit root tests in dependent panels | Costantini, M; Gutierrez, L |
2011 | Long-run equilibrium price targetting | Burke, SP; Hunter, J |
2012 | Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach | Canepa, A |
2013 | Cointegration and US Regional gasoline prices: Testing market efficiency from the stationarity of price proportions | Hunter, J; Tabaghdehi, SA |
2013 | The monetary model of the US Dollar–Japanese Yen exchange rate: An empirical investigation | Hunter, J; Menla Ali, F |
2013 | Extracting long-run information from energy prices: The role of exogeneity | Hunter, J; Tabaghdehi, SA |
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